Precise large deviations for dependent subexponential variables (Q2040065)
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English | Precise large deviations for dependent subexponential variables |
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Precise large deviations for dependent subexponential variables (English)
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9 July 2021
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Fréchet distribution
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Gumbel distribution
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large deviation probability
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maximum domain of attraction
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regular variation
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stationary sequence
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subexponential distribution
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